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Do you have the desire to analyze data and perform groundbreaking research to drive business outcomes? Nationwide has been using data to serve our members and drive business outcomes for almost 100 years. Our industry-leading workforce adopts an agile work environment and a collaborative culture to deliver outstanding solutions and results. Our Risk Analytics Researchers play a key role in harnessing the power of data to deliver business results. Specifically, they are responsible for modeling sophisticated problems, discovering insights and identifying business opportunities from data using a variety of techniques from mathematics, actuarial studies, statistics, data science and financial engineering.

As a Consultant, you’ll work on projects associated with the design, development, and application of unique risk models. You’ll need a basic understanding of broad business objectives and will work with business partners across the finance organization to develop solutions to pressing business needs. We’ll count on you to be a subject matter authority in Nationwide’s risks. It’s imperative that you are fully proficient with basic and sophisticated mathematical, statistical and analytical techniques associated with risk modeling.

Job Description

Key Responsibilities:

• Researches and implements financial engineering, data science and statistical techniques for risk management and business applications.
• Completes regular testing of risk limits to provide distinct management guidance on asset allocation, risk transfer and product growth decisions.
• Owns complex quantitative modeling processes and philosophies. Identifies industry standards to understand if models are working as intended.
• Collaborates to ensure that consistent model assumptions, processes and outputs are well understood and that modeling standard methodologies are upheld.
• Reviews and analyzes model output to identify model limitations and their impact. Provides corrective quantitative methods.
• Crafts and updates model documentation for business continuity purposes.
• Collaborates to develop creative solutions to business problems.
• Acts as the technology owner for Risk Analytics.

May perform other responsibilities as assigned.

Reporting Relationships: Reports to Risk/Actuarial leader.

Typical Skills and Experiences:

Education: Undergraduate studies in finance, accounting, economics, statistics, mathematics or related subject area required. Graduate-level studies in a related field with advanced degree highly desirable.

License/Certification/Designation: Progress toward FCAS, FSA, CQF, CFA or similar preferred.

Experience: Typically, five or more years of related work experience in financial risk modeling or actuarial functions.

Knowledge, Abilities and Skills: Working knowledge of machine learning, stochastic processes, Monte Carlo simulations, sampling methods and other statistical techniques applicable to specialized risk modeling. Prefer mathematical knowledge of specialized risk models such as those used in hedging, economic scenario generation, catastrophe, credit risk, etc. Solid understanding of risk management operations such as asset-liability management, portfolio risk assessment, hedging, etc. Proficient written and verbal communication skills. Intermediate proficiency with Excel and common statistical software such as R, SAS, Python, or MATLAB.

Join Axpo Solutions AG and play a key role in shaping the future of energy markets. As a Senior Market Risk Analyst, you will focus on analyzing and reporting risk and P&L, ensuring robust risk control processes, and contributing to IFRS reporting. Bring your expertise and make an impact in a dynamic and innovative environment.

What you will do:

• Perform daily analysis of market risk KPIs and reporting with focus on Prop Trading
• Analysis of trading portfolios on their risk profile and discussion with front, management and other risk teams.
• Close interaction with the Front about markets and strategies
• Further develop the company’s framework of risk analytics (market, liquidity etc.) and Business Intelligence/Reporting
• In-depth analyses of selected topics at request of head of Market Risk Management, Head RMV, Management Board, Group Functions, Audit etc.

What you bring & who you are:

• University degree in finance/economics or other fields as long as with sound quantitative/mathematical background
• Further professional qualification (e.g. CFA, FRM, CQF) are a plus
• Knowledge of applied statistical & financial methods and modelling
• Solid knowledge of financial instruments (Futures, Swaps, Forwards, Options) and their valuation
• Experience in financial risk management
• Experience in energy/commodity sector
• Experience in PowerBI and optional: Experience in SQL, Python, Dataiku
• Very good communication skills (written and oral)
• Experience in interaction with front units and management in trading environment
• Structured approach to projects
• Fluency in English; German is a plus.

Nomura is a global financial services group with an integrated network spanning over 30 countries and regions. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Wholesale (Global Markets and Investment Banking), and Investment Management. Founded in 1925, the firm is built on a tradition of disciplined entrepreneurship, serving clients with creative solutions and considered thought leadership. For further information about Nomura, visit www.nomura.com.

Department Overview:

Nomura’s Risk department plays a crucial role in identifying, assessing, and mitigating risks across our business. We strive to protect the firm’s assets, reputation, and financial stability by implementing robust risk management practices. Join our team and contribute to our proactive approach in managing risks, allowing us to make informed decisions and thrive in an ever-changing market environment.

Team Overview:

The Portfolio Analytics and Monitoring (“PAM”) team operates within the Portfolio Risk function as a “second line of defence,” providing critical insights to inform decision-making by the Chief Risk Officer, senior management, Risk Management Committees, and other governance bodies.

The team focuses on portfolio analytics including forward-looking concentration risk analysis and detection of material risks. It collaborates closely with Market Risk, Credit Risk, and other Risk teams, as well as the first line of defence, leveraging frameworks such as stress testing and early warning indicators to provide comprehensive portfolio intelligence.

Role Description:

• Develop a global, forward-looking view of the portfolio by leveraging multiple risk metrics and techniques (default loss, stressed exposure etc.) while integrating portfolio analytics and monitoring with Stress Testing, Risk Identification and other Risk frameworks.
• Analyse the firm’s portfolio across multiple dimensions such as rating, sector, product etc. while developing and enhancing portfolio risk frameworks (e.g., Default Risk Appetite, Sector Concentration).
• Systematically identify, measure, and monitor material risk concentrations across the portfolio.
• Undertake risk-return assessments and provide recommendations for portfolio optimization through what-if scenario analysis using economic/stress capital models, particularly focusing on material portfolio concentrations.
• Develop portfolio risk analytics, controls, and dashboards to produce portfolio intelligence suited for decision-making by senior management.
• Summarize portfolio risk findings and deliver well-articulated, impactful presentations to senior management and risk committees.
• Foster collaboration across teams spanning risk, front office, middle office, audit, I.T. etc. and participate in global projects related to Portfolio Risk.
• Implement strong governance, controls, and documentation for team processes and frameworks, including Risk Models owned by the team.
• Design, build and maintain interactive tools and dashboards (e.g. Power BI) requiring advanced data handling and analysis, while utilizing Machine Learning models where appropriate.

Skills, experience, qualifications, and knowledge required:

• 8+ years of experience in core risk management roles with at least 5+ years of experience in Portfolio Risk Management (e.g., Credit Portfolio Management) with strong exposure to both loans and derivatives.
• Experience of markets and financial products across major asset classes (FX, Credit, Equities, Rates, Loans) and their correlations.
• A Background in risk measurement techniques and metrics across risk types (Market, Credit, etc.) such as stress testing, economic loss models (IRC style), PFE, CVA, RWA, JTD etc and experience in non-financial risks (Operational Risk).
• Master’s degree or equivalent qualification in Finance, Economics, Risk Management, Quantitative Finance, Mathematics, Statistics, Engineering, or related discipline is preferred. Professional certifications such as FRM, CQF, or CFA would be advantageous.
• Excellent analytical, quantitative, and problem-solving skills with ability to interpret and drill-down into complex portfolio risk metrics.
• Experience in mortgage/securitized products, leveraged loans etc., concentration management, risk mitigation techniques (Credit Insurance) and portfolio RWA/capital optimization would be an advantage.
• Entrepreneurial mindset with ability to break down silos and a proven track record in stakeholder management and cross-functional collaboration.
• Ability to work effectively under pressure in a fast-paced environment with a high degree of engagement with senior management.
• Exceptional interpersonal, verbal and written communication skills with proven ability to conduct presentations to senior management, including those with non-risk backgrounds.
• Proficiency in Python for data manipulation, Extract, transform, and load (ETL) processes, and model development for data analysis and visualization tools.
• Working knowledge of Power BI and SQL including familiarity with Power Query and M language. Experience in Alteryx and Machine Learning would be an advantage.

In FTI Consulting’s Economic and Financial Consulting (EFC) practice, we help our clients navigate legal, regulatory and international arbitration proceedings while supporting strategic decision-making and public policy debates around the world. Delivering incisive interpretations of complex economic issues has made us a global leader in this field.

In Europe, the Middle East and Africa (EMEA), we have teams based in numerous cities such as London, Paris, and Munich, who work closely with teams around the globe. The London team comprises over 180 professional staff.

The Capital Markets Services team within EFC advises decision-makers in diverse circumstances. We provide expertise in complex financial instruments and derivatives to clients globally. We cumulate decades of experience in trading, investment management, valuation and risk management covering multiple asset classes including equity, fixed income, credit, commodities, foreign exchange, interest rates and energy.

We Serve a Wide Range Of Market Participants And Offer Cross-industry Expertise To Clients Globally (buy Side, Sell Side, Financial Intermediaries And Regulators), In Special And Complex Situations, For Example

Valuation and Risk management: We combine our quantitative skills with unrivalled industry expertise, market research, cutting-edge technology and insightful data to provide informed and pragmatic valuation solutions. We leverage our critical thinking, trading, investment management and valuation expertise as well as our proprietary models, cutting-edge technology and data analytics capabilities to provide best-of-class, tailored and strategic operational, market, credit, liquidity and model risk advice and solutions.

Disputes, Litigation & Arbitration: We leverage our trading, investment management, valuation, risk management and regulation knowledge to provide independent expertise and testimony in disputes, litigation and arbitration globally.

Investigations: We rely on our deep expertise with financial instruments and trading environments to assist market participants or regulators in the context of investigations.

Transaction advisory: We provide support in transactions where trading, valuation and risk expertise are central to understanding and valuing a financial instrument in the context of mergers, acquisitions, liquidation, close-outs or restructurings.

What You’ll Do

 

• Directors have a central role on projects, taking day-to-day responsibility for the delivery of sub-workstreams, and the effective use of junior staff. Typically, Directors will develop, with other senior project team members, the approach to projects, or parts of large projects, and are responsible for anticipating, identifying and resolving issues and keeping senior team members informed of progress.
• Directors assist in the preparation of formal reports.
• Directors will start to develop and manage a network of professional relationships with clients and others.
• In addition, Directors are expected to help develop client proposals and take part in business development activities, for example giving presentations and attending networking events.

How You’ll Grow

We are committed to investing and supporting you in your professional development and we have developed a range of programs focused on fostering leadership, growth and development opportunities. We aim to promote continuous learning and individual skills development through on-the-job learning, self-guided professional development courses and certifications. You’ll be assigned a dedicated coach to mentor, guide and support you through regular coaching sessions and serve as an advocate for your professional growth.

As you progress through your career at FTI Consulting, we offer tailored programs for critical professional milestones to ensure you are prepared and empowered to take on your next role.

What You Will Need To Succeed

Suitable candidates will be problem-solvers who enjoy developing and applying bespoke approaches to solve complex, unstructured problems in a logical manner. Candidates will have strong (verbal and written) communication skills and excellent analytical skills; be able to draw upon considerable experience of applying principles to solve problems in practice. The ideal candidate will have an eye for both the big picture and the fine detail.

In Addition To

 

• The capacity to critically evaluate and compare different sources of information and assumptions to assess reliability;
• The ability to develop and apply robust methods to address complex economic and/or financial issues;
• The ability to manage multiple projects simultaneously, meeting deadlines whilst having to rely on inputs provided by others;
• The ability to communicate effectively and authoritatively, verbally and in writing, both internally and with clients.
• The ability to report and interact with all levels in an organisation (finance, legal, marketing, operations, IT);

Basic Qualifications

 

• Degree in a quantitative discipline; preferred candidates will have a post-graduate qualification and/or relevant professional qualifications (e.g. CFA, CQF, FRM);
• Several years of relevant work experience in roles such as quantitative modelling, derivative valuation or risk management
• Direct experience in energy markets (e.g., at utilities, energy traders, oil & gas majors) is essential

Preferred Qualifications

 

• Prior work experience in consulting is a plus
• Further experience in other asset classes (e.g., equity, FX, credit) is a plus;
• Familiarity with energy market regulation is considered an advantage;
• Working programming knowledge particularly in Python and potentially in other languages (e.g., R, C++);
• Working knowledge of market data systems (e.g., Bloomberg, Thomson Reuters, ICIS).

Please see job role.

Key responsibilities:

• Run and monitor daily risk analytics production processes – ensuring risk exposures, sensitivities, stress metrics, and decompositions are produced accurately and delivered on time
• Contribute to the development and internalization of risk analytics, help translate analytical requirements into clear specifications, validation criteria, and implementable solutions that Risk Analytics delivery teams and technology partners can act on
• Support the review and refinement of risk methodologies and measures, including clarity on key inputs, assumptions, and analytical dependencies — ensuring outputs are consistent and explainable
• Investigate and resolve production issues: diagnose data breaks, pipeline failures, and anomalous outputs; apply fixes and escalate when needed
• Validate daily data inputs and outputs across the analytics chain; flag and remediate data quality issues before they reach downstream consumers
• Maintain and update risk reports and dashboards (Power BI or equivalent) to reflect current portfolio positions and methodological parameters
• Execute data quality controls (accuracy, completeness, consistency, timeliness) as part of the daily production cycle
• Implement incremental enhancements to existing analytics pipelines in SQL and Python — improving reliability, performance, or coverage in alignment with the team’s target architecture.
• Document production processes, methodological decisions, known issues, and remediation steps to support operational continuity and audit readiness
• Participate in requirements discussions with Risk, Performance, CIO stakeholders and technology partners to ensure production outputs meet their needs

What You’ll Need

Mandatory requirements:

• Master’s degree in Financial Engineering, Quantitative Finance, Finance, or a closely related field
• At least 2-5 years of experience in capital markets, asset management, or a closely related analytical role
• Solid understanding of financial markets, risk measures (exposures, sensitivities, stress testing, decompositions), and the data inputs that drive them
• Experience operating in a daily production environment – comfortable with production monitoring, troubleshooting, and time-sensitive delivery
• Demonstrated ability to translate analytical or financial engineering concepts into practical, testable solutions
• Strong attention to detail and a rigorous approach to data validation, documentation, and issue resolution

Technical skills:

• Advanced SQL, with experience writing and maintaining production queries in Snowflake or similar analytical databases
• Programming experience in Python for data validation, pipeline maintenance, and analytical workflows
• Experience with relational databases and working with large-scale datasets in a production context
• Familiarity with BI tools (Power BI) for building and maintaining dashboards and reports
• Experience with data quality monitoring – defining checks, tracking issues, and supporting remediation workflows considered an asset
• Exposure to AI-assisted development tools and platforms (e.g., Databricks) considered an asset
• Professional designations (FRM, PRM, CFA, CQF) considered an asset
• Bilingualism in English and French *Frequent interactions in English with PSP employees based in our Hong Kong, London and New York offices, and interactions in French with employees in our local Montreal and Ottawa offices

Please see job role.

Reporting to the Head of Market Risk, the candidate will:

• Work as Key resource for the management of Market Risk of the Bank (portfolios include Fixed Income, Foreign Exchange, Derivatives, Bullion etc).
• Contribute towards the design and calibration of the Bank’s Market Risk Appetite, Market Risk Limit Framework&limit-levels.
• Evaluate new Treasury Products and Structures and advise management on the risks, controls, limit-structure & limit-levels, valuation etc. Quick Turnaround time is expected.
• Perform continuous monitoring of the Market Risk in the Bank’s Treasury portfolio and in the market environment and provide timely advice to for the mitigation of Market Risk and Operational risk in Treasury.
• Recommend &Set-up valuation methodologies, valuation curves & risk models for Fx& Interest Rate Derivatives (including exotic derivatives), Fixed Income& Forex portfolios.
• Performperiodic Internal validation of pricing/valuation/counterparty risk/VaR/CVA/market risk models used for all portfolios – Fixed Income, Forex, Derivatives etc. The candidate will also coordinatethe External Validation of all valuation & risk models.
• Represent Risk Management & contribute to projects like LIBOR transition and lead implementation of new Capital approaches like FRTB, SA-CCR etc.
• Risk analysis and Stress testing of the Bank’s Treasury portfolios and recommending risk mitigation measures to Management.
• Assist in the setting up of the risk management framework and mitigation of Operational Risksin the Treasury division of the Bank.
• Evaluate Treasury Processes from Operational Risk perspective and ensure that adequate risk mitigation has been incorporated.
• Periodic Market Risk updates to ALCO, Risk Management Committee etc in the form of presentations, Notes etc.
• Liaison with Audit and Regulators for Market Risk

Qualifications& Skills:

• CA or MBA (Finance) or Masters in Markets/Finance etc
  • Professional designations like FRM/CQF/PRM/CFA Charter holders etc would be viewed favourably
• Proficiency in valuation & risk calculations of financial instruments (especially Interest Rate and Forex Derivatives).
• Deep understanding of financial markets and the impact of market and economic environment on treasury portfolios.
• Ability to analyse, summarize and present analysis

Experience:

• At least 8 years of experience in similar functions (Structuring/Market Risk etc)